Share price$5.21
1D+0.2%
Sold putSold callAH
Evommune, Inc. EVMN
i
Market datapartial · fetched 2026-10-22T23:10:10.886Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:00:00.002163212Z
FundamentalsAlpha Vantage · unavailable
Evommune, Inc. options
PutsExpensive1.54×
CallsExpensive3.99×
SkewBullish-163.34 pp
Implied move——
TiltBearish85.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.32 | 315.6% | 53.3% | |||
| 25Δ | 5.07 | 339.6% | 49.8% | |||
| 30Δ | 5.31 | 316.0% | 45.3% | |||
| 35Δ | 5.55 | 292.4% | 40.7% | |||
| 40Δ | 5.79 | 268.8% | 36.2% | |||
| 45Δ | 6.03 | 245.2% | 31.6% | |||
| 50Δ | 6.28 | 221.6% | 27.1% | |||
| 55Δ | 6.52 | 198.0% | 22.5% | |||
| 60Δ | 6.76 | 174.5% | 18.0% | |||
| 65Δ | 7.00 | 150.9% | 13.4% | |||
| 70Δ | 7.46 | 382.7% | 90.1% | 7.24 | 127.3% | 8.9% |
| 75Δ | 7.49 | 103.7% | 4.3% | |||
| 80Δ | 8.06 | 98.0% | 3.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.32
- IV
- 315.6%
- B/E move
- 53.3%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.07
- IV
- 339.6%
- B/E move
- 49.8%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.31
- IV
- 316.0%
- B/E move
- 45.3%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.55
- IV
- 292.4%
- B/E move
- 40.7%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.79
- IV
- 268.8%
- B/E move
- 36.2%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.03
- IV
- 245.2%
- B/E move
- 31.6%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.28
- IV
- 221.6%
- B/E move
- 27.1%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.52
- IV
- 198.0%
- B/E move
- 22.5%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.76
- IV
- 174.5%
- B/E move
- 18.0%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.00
- IV
- 150.9%
- B/E move
- 13.4%
70Δ
- Pseudo strike
- 7.46
- IV
- 382.7%
- B/E move
- 90.1%
- Pseudo strike
- 7.24
- IV
- 127.3%
- B/E move
- 8.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.49
- IV
- 103.7%
- B/E move
- 4.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.06
- IV
- 98.0%
- B/E move
- 3.0%
Options history
No recorded observations